BVT Call 130 iShares U.S. Aerospace & Defense ETF 16.08.2024
/ DE000VD79SN4
BVT Call 130 iShares U.S. Aerospa.../ DE000VD79SN4 /
| 2024-07-03 10:35:23 AM |
Chg.-0.010 |
Bid12:23:29 PM |
Ask12:23:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.430
Bid Size: 11,000 |
0.470
Ask Size: 11,000 |
- |
130.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
VD79SN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.12 |
| Parity: |
-0.67 |
| Time value: |
0.43 |
| Break-even: |
134.30 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.39 |
| Theta: |
-0.08 |
| Omega: |
11.14 |
| Rho: |
0.05 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
